-91.5%
SOXS vs FAST
+36.9%
-128.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.7% |
| 7D | +3.2% | +4.8% | -1.6% | +7.4% |
| 30D | +61.0% | +8.6% | +52.4% | +70.9% |
| 3M | +24.0% | +5.7% | +18.3% | +29.4% |
| 6M | -35.9% | +25.5% | -61.4% | -22.2% |
| YTD | -90.9% | +39.6% | -130.5% | -86.7% |
| 1Y | -91.5% | +35.5% | -127.0% | -87.9% |
| All | -91.5% | +36.9% | -128.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling